| Trading Metrics calculated at close of trading on 27-Jun-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2019 |
27-Jun-2019 |
Change |
Change % |
Previous Week |
| Open |
11,379.03 |
12,770.53 |
1,391.50 |
12.2% |
8,452.54 |
| High |
13,844.30 |
13,329.92 |
-514.38 |
-3.7% |
9,942.65 |
| Low |
11,373.79 |
10,360.18 |
-1,013.61 |
-8.9% |
8,451.66 |
| Close |
12,799.86 |
10,694.09 |
-2,105.77 |
-16.5% |
9,924.60 |
| Range |
2,470.51 |
2,969.74 |
499.23 |
20.2% |
1,490.99 |
| ATR |
687.65 |
850.66 |
163.01 |
23.7% |
0.00 |
| Volume |
218,031 |
249,429 |
31,398 |
14.4% |
306,730 |
|
| Daily Pivots for day following 27-Jun-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,370.62 |
18,502.09 |
12,327.45 |
|
| R3 |
17,400.88 |
15,532.35 |
11,510.77 |
|
| R2 |
14,431.14 |
14,431.14 |
11,238.54 |
|
| R1 |
12,562.61 |
12,562.61 |
10,966.32 |
12,012.01 |
| PP |
11,461.40 |
11,461.40 |
11,461.40 |
11,186.09 |
| S1 |
9,592.87 |
9,592.87 |
10,421.86 |
9,042.27 |
| S2 |
8,491.66 |
8,491.66 |
10,149.64 |
|
| S3 |
5,521.92 |
6,623.13 |
9,877.41 |
|
| S4 |
2,552.18 |
3,653.39 |
9,060.73 |
|
|
| Weekly Pivots for week ending 21-Jun-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,912.61 |
13,409.59 |
10,744.64 |
|
| R3 |
12,421.62 |
11,918.60 |
10,334.62 |
|
| R2 |
10,930.63 |
10,930.63 |
10,197.95 |
|
| R1 |
10,427.61 |
10,427.61 |
10,061.27 |
10,679.12 |
| PP |
9,439.64 |
9,439.64 |
9,439.64 |
9,565.39 |
| S1 |
8,936.62 |
8,936.62 |
9,787.93 |
9,188.13 |
| S2 |
7,948.65 |
7,948.65 |
9,651.25 |
|
| S3 |
6,457.66 |
7,445.63 |
9,514.58 |
|
| S4 |
4,966.67 |
5,954.64 |
9,104.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,844.30 |
9,465.91 |
4,378.39 |
40.9% |
1,597.00 |
14.9% |
28% |
False |
False |
140,295 |
| 10 |
13,844.30 |
8,178.52 |
5,665.78 |
53.0% |
1,045.35 |
9.8% |
44% |
False |
False |
96,700 |
| 20 |
13,844.30 |
7,474.27 |
6,370.03 |
59.6% |
759.30 |
7.1% |
51% |
False |
False |
78,046 |
| 40 |
13,844.30 |
5,392.02 |
8,452.28 |
79.0% |
662.90 |
6.2% |
63% |
False |
False |
81,588 |
| 60 |
13,844.30 |
4,847.70 |
8,996.60 |
84.1% |
514.34 |
4.8% |
65% |
False |
False |
71,761 |
| 80 |
13,844.30 |
3,805.02 |
10,039.28 |
93.9% |
428.14 |
4.0% |
69% |
False |
False |
65,861 |
| 100 |
13,844.30 |
3,355.25 |
10,489.05 |
98.1% |
368.98 |
3.5% |
70% |
False |
False |
61,605 |
| 120 |
13,844.30 |
3,355.25 |
10,489.05 |
98.1% |
328.80 |
3.1% |
70% |
False |
False |
59,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
25,951.32 |
|
2.618 |
21,104.70 |
|
1.618 |
18,134.96 |
|
1.000 |
16,299.66 |
|
0.618 |
15,165.22 |
|
HIGH |
13,329.92 |
|
0.618 |
12,195.48 |
|
0.500 |
11,845.05 |
|
0.382 |
11,494.62 |
|
LOW |
10,360.18 |
|
0.618 |
8,524.88 |
|
1.000 |
7,390.44 |
|
1.618 |
5,555.14 |
|
2.618 |
2,585.40 |
|
4.250 |
-2,261.22 |
|
|
| Fisher Pivots for day following 27-Jun-2019 |
| Pivot |
1 day |
3 day |
| R1 |
11,845.05 |
12,102.24 |
| PP |
11,461.40 |
11,632.86 |
| S1 |
11,077.74 |
11,163.47 |
|